12-31-2013 06:16 PM
The expression below cannot be solve in closed form. I wish to solve in using SAS, I wish to ask if anyone knows how to find X s.t the expression below is zero.
Consider the following .
C= know value
U is Uniform (0,1)
F(x)=1-S(x) is known
ht-= is known.
The only unknown is X.
I wish to write a SAS code that find X such that the right hand sight is equal the left hand side numerically.
I can not make X the subject but can find a numerical solution.
How can I find the Values of X s. that
C*U- [F(x) *exp(-(k-a*X)**2 - (k - a**2 * X) exp(-(k -a*X)**2/2t)*F(x)- ht]=0
01-01-2014 10:43 AM
For any value of U, use the FROOT function to find the numerical value of X that solves the equation.
If you are running a version of prior to SAS/IML 12.1, use the bisection module instead of the FROOT function. See Finding the root (zero) of a function in SAS